+19.1%
AA vs NOC
+56.8%
-37.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.4% |
| 7D | +1.7% | -2.7% | +4.3% | +2.3% |
| 30D | +3.3% | -8.9% | +12.2% | +5.5% |
| 3M | -29.4% | -3.7% | -25.7% | -28.9% |
| 6M | -12.8% | -30.8% | +18.0% | -5.1% |
| YTD | -2.1% | -7.9% | +5.8% | -0.5% |
| 1Y | +62.8% | -9.4% | +72.2% | +66.0% |
| 3Y | +90.5% | +29.0% | +61.5% | +70.0% |
| 5Y | +19.1% | +56.1% | -37.0% | -10.3% |
| All | +19.1% | +56.8% | -37.7% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NOC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling